+4,803.1%
CVX vs ETN
+20,265.8%
-15,462.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +1.0% | +6.2% | -5.3% | -1.4% |
| 30D | +10.7% | -6.7% | +17.3% | +13.2% |
| 3M | +15.5% | +3.6% | +11.9% | +11.7% |
| 6M | +14.9% | +18.3% | -3.4% | +4.0% |
| YTD | +44.2% | +31.5% | +12.7% | +24.5% |
| 1Y | +43.5% | +20.6% | +22.9% | +27.2% |
| 3Y | +45.0% | +82.5% | -37.6% | +2.9% |
| 5Y | +172.2% | +177.8% | -5.6% | +57.5% |
| 10Y | +221.9% | +705.0% | -483.1% | +21.3% |
| All | +4,803.1% | +20,265.8% | -15,462.7% | +761.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling